SSI Investment Management

Latest statistics and disclosures from SSI INVESTMENT MANAGEMENT's latest quarterly 13F-HR filing:

SSI INVESTMENT MANAGEMENT portfolio companies for September 2015 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Allergan Plc pfd conv ser a 2.85 -5.00% 27983 945.82 0.00
Intel Corp. Jr. Sub. Cv. Deb. conv 2.82 -15.00% 17339000 1.51 0.00
IVV iShares S&P; 500 Index 2.30 -10.00% 110687 192.72 205.96
Frontier Communications Corp pfd conv ser-a 2.02 +37.00% 200809 93.59 0.00
Priceline Grp Inc note 0.350% 6/1 1.86 +40.00% 14756000 1.17 0.00
Tyson Foods Inc cnv pfd 1.64 291643 52.10 0.00
Illumina Inc. 0.00% June 15, 2019 ccb 1.59 +70.00% 13446000 1.10 0.00
Gilead Sciences conv 1.51 -18.00% 3222000 4.34 0.00
Priceline.com debt 1.000% 3/1 1.51 -18.00% 9926000 1.41 0.00
Bank Of America Corporation preferred 1.45 -23.00% 12530 1077.02 0.00
Southwestern Energy Co Dep 1/2 dep shs 1/20 b 1.41 +55.00% 420695 31.13 0.00
Wellpoint Inc Note cb 1.36 -24.00% 6744000 1.88 0.00
Citrix Systems Inc conv 1.34 +31.00% 11834000 1.05 0.00
Holx 2 12/15/43 1.30 NEW 9550000 1.26 0.00
Lam Research Corp conv 1.28 -11.00% 9518000 1.25 0.00
Tesla Motors Inc bond 1.24 11871000 0.97 0.00
Wells Fargo & Company Non-cum Perpet cnv 1.17 -44.00% 9330 1168.17 0.00
Macquarie Infrastructure conv 1.15 -2.00% 9391000 1.14 0.00
Old Republic Intl Corp note 1.11 +30.00% 9004000 1.15 0.00
Stericycle, Inc. pfd cv 1.05 NEW 96320 101.58 0.00
SPY SPDR S&P; 500 ETF 1.02 +853.00% 49459 191.63 205.25
Wells Fargo & Co mtnf 0.125% 3/1 0.98 -29.00% 9581000 0.95 0.00
Nvidia Corp note 1.000 12/0 0.98 +12.00% 6887000 1.32 0.00
AGG iShares Lehman Aggregate Bond 0.93 +605.00% 79053 109.57 110.29
BSV Vanguard Short-Term Bond ETF 0.91 104642 80.40 80.04
Encore Cap Group Inc note 3.000% 7/0 0.91 8500000 0.99 0.00
Wpx Energy Inc pfd 0.86 NEW 225000 35.65 0.00
FEX First Trust Large Cap Core Alp Fnd 0.85 188380 41.82 45.69
Xilinx Inc Cvt 2.625 6-15-17 convert 0.82 -12.00% 5139000 1.49 0.00
Novellus Systems, Inc. note 2.625% 5/1 0.80 -35.00% 3777000 1.96 0.00
Starwood Waypoint Residentl note 3.000% 7/0 0.80 NEW 7850000 0.95 0.00
Pennymac Corp conv 0.79 +2.00% 8150000 0.90 0.00
Fiat Chrysler Auto 0.78 -10.00% 60981 118.55 0.00
Cheniere Energy Inc note 4.250% 3/1 0.77 -16.00% 11500000 0.62 0.00
Akamai Technologies Inc Sr Cv zero coupon bonds 0.74 +56.00% 6577000 1.05 0.00
Seacor Holding Inc note 3.000 11/1 0.73 8614000 0.79 0.00
Blucora Inc note 4.250% 4/0 0.72 +3.00% 7000000 0.95 0.00
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.72 +2.00% 7011000 0.96 0.00
Rpm International Inc convertible cor 0.71 -19.00% 5982000 1.11 0.00
Micron Technology Inc conv 0.71 -11.00% 7891000 0.84 0.00
Anthem Inc conv pfd 0.71 +13.00% 136018 48.16 0.00
Medicines Co dbcv 1.375% 6/0 0.70 +51.00% 4467000 1.46 0.00
B2gold Corp conv 0.70 7835000 0.83 0.00
Intel Corp sdcv 0.69 -44.00% 5328000 1.21 0.00
Verisign Inc sdcv 3.250% 8/1 0.68 -3.00% 3043000 2.09 0.00
Quidel Corp note 3.250%12/1 0.68 +8.00% 6750000 0.93 0.00
D First Tr Exchange-traded Fd 0.67 +19.00% 334214 18.75 0.00
Acorda Therap note 1.75% 6/15 0.66 6824000 0.90 0.00
Welltower Inc 6.50% pfd prepet 0.66 NEW 99997 61.51 0.00
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 0.65 6147000 0.98 0.00
Keycorp New pfd 7.75% sr a 0.64 45500 129.93 0.00
Rwt 4 5/8 04/15/18 0.62 6100000 0.95 0.00
Tesla Motors Inc bond 0.62 -40.00% 6125000 0.94 0.00
Pra Group Inc conv 0.62 5500000 1.04 0.00
Salesforce.com Inc conv 0.60 -19.00% 4547000 1.23 0.00
On Semiconductor Corp note 2.625%12/1 0.57 +10.00% 4760000 1.11 0.00
Cemex Sab De Cv conv bnd 0.57 +10.00% 5125000 1.03 0.00
Ishares Tr fltg rate nt 0.56 103490 50.45 0.00
Rait Financial Trust note 4.000%10/0 0.56 6241000 0.83 0.00
FPX First Trust IPOX-100 Index Fund 0.55 +47.00% 104959 48.69 51.59
Dominion Res Inc Va unit 04/01/2013 0.55 92093 55.34 0.00
Cobalt Intl Energy Inc note 3.125% 5/1 0.54 -6.00% 8161000 0.62 0.00
T Mobile Us Inc conv pfd ser a 0.54 -12.00% 72415 69.13 0.00
1,000% Sina 01.12.2018 note 0.53 +3.00% 5150000 0.95 0.00
Wabash National Corp 3.375 '18 conv 0.52 +6.00% 4250000 1.14 0.00
Atlas Air Worldwide Hldgs In note 2.250% 6/0 0.52 +129.00% 6000000 0.80 0.00
Toll Bros Finance Corp. convertible bond 0.51 +3746.00% 4616000 1.02 0.00
Uti Worldwide 0.51 -27.00% 6482000 0.73 0.00
Canadian Solar Inc note 4.250% 2/1 0.51 +115.00% 5600000 0.84 0.00
51job Inc note 3.250% 4/1 0.51 -28.00% 5000000 0.95 0.00
Molina Healthcare Inc conv 0.50 3601000 1.29 0.00
Wells Fargo & Co mtnf 0.125% 2/2 0.50 -17.00% 4788000 0.97 0.00
Bgc Partners, Inc. note 4.500% 7/1 0.49 +57.00% 4384000 1.03 0.00
Amtrust Finl Svcs Inc note 2.750%12/1 0.49 -11.00% 4956000 0.91 0.00
Tivo Inc 2.0 10-01-21 cv 0.49 NEW 5190000 0.87 0.00
Spectrum Pharmaceuticals Inc conv 0.48 +3.00% 5000000 0.89 0.00
Interdigital Inc 2.5% conv 0.47 -5.00% 4175000 1.04 0.00
Jarden Corp note 1.875% 9/1 0.46 -5.00% 2651000 1.60 0.00
Ttm Technologies Inc conv 0.46 +25.00% 4872000 0.88 0.00
Servicesource Intl 0.46 -9.00% 5052000 0.85 0.00
Palo Alto Networks Inc note 7/0 0.46 NEW 2640000 1.63 0.00
Integra Lifesciences Holdings conv bnd 0.45 3493000 1.19 0.00
Psec Us conv 0.45 +7.00% 4300000 0.98 0.00
Biomarin Pharmaceutical Inc note 1.500%10/1 0.45 3124000 1.35 0.00
Lam Research Corp note 0.500% 5/1 0.44 +254.00% 3630000 1.13 0.00
General Cable Corp Del New frnt 4.500% 11/1 0.43 6965000 0.58 0.00
Seacor Holdings Inc note 2.500%12/1 0.43 +26.00% 4123000 0.96 0.00
Illumina Inc conv 0.43 -48.00% 3481000 1.16 0.00
Meritage Homes Corp conv 0.41 +2.00% 3850000 1.00 0.00
Forestar Group Inc note 0.41 4497000 0.85 0.00
Starwood Property Trust note 0.41 3779000 1.02 0.00
Incyte Corp note 0.375%11/1 0.41 -30.00% 1753000 2.15 0.00
CSJ iShares Barclays 1-3 Year Cred Bd Fd ETF 0.40 -49.00% 35363 105.11 105.16
Web Com Group Inc note 1.000% 8/1 0.40 NEW 4000000 0.94 0.00
Albany Molecular Resh Inc note 2.250%11/1 0.40 3000000 1.23 0.00
Yy Inc note 2.25% 0.40 4000000 0.93 0.00
Jazz Investments I Ltd. conv 0.40 NEW 3665000 1.02 0.00
Mgic Invt Corp Wis note 5.000% 5/0 0.39 3454000 1.06 0.00
Liberty Interactive Llc conv 0.39 2421000 1.49 0.00
Live Nation Entertainmen conv 0.39 3466000 1.04 0.00
Ares Capital Corp 5.75 16 convert 0.38 3532000 1.00 0.00
Alere Inc note 3.000% 5/1 0.37 2968000 1.15 0.00
Chart Industries 2% conv 0.37 NEW 4000000 0.87 0.00
Colony Finl Inc Sr Nt Conv 3.875% 01/15/21 B/e Dtd 01/28/14 0.37 -5.00% 3566000 0.96 0.00
Sandisk Corp conv 0.37 3580000 0.97 0.00
KMB Kimberly-Clark Corporation 0.36 +252.00% 30585 109.04 103.80
Amsburg Corp pfd 5.25% 0.36 22475 147.99 0.00
Navistar Intl Corp conv 0.36 -49.00% 4600000 0.72 0.00
Iridium Communications $16.25 perp pfd cnv b added 0.35 +17.00% 13500 243.56 0.00
Enernoc, Inc. conv 0.35 NEW 4710000 0.70 0.00
Bottomline Tech Del Inc note 1.500%12/0 0.34 -40.00% 3000000 1.06 0.00
J2 Global Inc note 3.250% 6/1 0.34 +16.00% 2684000 1.19 0.00
Tcp Cap Corp note 5.250%12/1 0.34 NEW 3225000 0.99 0.00
FTC First Trust Large Cap GO Alpha Fnd 0.33 NEW 66109 45.68 47.51
Stanley Black & Decker Inc unit 99/99/9999 0.32 22049 133.20 0.00
IYF iShares Dow Jones US Financial 0.32 35101 84.07 88.01
Vector Group Ltd note 1.75% 4/15 0.32 NEW 2649000 1.12 0.00
Huron Consulting Group I 1.25% cvbond 0.32 NEW 2903000 1.03 0.00
Yandex N V debt 1.125%12/1 0.30 3250000 0.85 0.00
Ryland Group note 0.29 1931000 1.38 0.00
Aegean Marine Petroleum Network note 4.000 11/0 0.29 3231000 0.84 0.00
Huntington Bancshares Inc pfd conv ser a 0.28 1982 1334.01 0.00
Airtran Hldgs Inc note 5.250%11/0 0.28 -15.00% 986000 2.68 0.00
Nuvasive Inc. conv 0.28 2048000 1.26 0.00
Spectranetics Corp mtnf 2.625% 6/0 0.28 3500000 0.75 0.00
Medidata Solutions Inc conv 0.28 2483000 1.05 0.00
Envestnet Inc note 1.750%12/1 0.28 +51.00% 3000000 0.88 0.00
Mgic Investment Corp note 0.27 1772000 1.43 0.00
American Tower Corp New Pfd Co pfd 0.27 -34.00% 25102 99.55 0.00
Broadsoft Inc. 1.5% 07/01/2018 conv 0.26 2336000 1.02 0.00
Starwood Ppty note 4.0% 1/15/ 0.26 2331000 1.03 0.00
Herbalife Ltd conv 0.26 2782000 0.88 0.00
Fidelity National Finance conv 0.25 -24.00% 1167000 1.96 0.00
Callaway Golf 0.25 2099000 1.12 0.00
1,375% Liberty Media 15.10.2023 note 0.25 2456000 0.95 0.00
Electronic Arts Inc conv 0.24 -29.00% 1035000 2.12 0.00
Resource Capital Corporation note 8.000 1/1 added 0.24 2421000 0.94 0.00
Yahoo Inc note 12/0 0.23 -47.00% 2235000 0.97 0.00
ITB iShares Dow Jones US Home Const. 0.22 NEW 79095 26.10 26.59
Sandisk Corp note 1.500% 8/1 0.22 1646000 1.24 0.00
Crown Castle Intl Corp New cnv pfd stk sr a 0.22 -9.00% 19946 102.13 0.00
Teva Pharm Finance Llc Cvt cv bnd 0.21 -24.00% 1437000 1.35 0.00
Teleflex Inc note 3.875% 8/0 0.21 965000 2.02 0.00
Horsehead Hldg Corp note 3.800% 7/0 0.21 -22.00% 3397000 0.57 0.00
Take-two Interactive Softwar note 1.000% 7/0 0.21 NEW 1391000 1.42 0.00
AAPL Apple 0.20 17214 110.32 123.28
Fluidigm Corporation convertible cor 0.19 2500000 0.71 0.00
Servicenow Inc. note 0.19 -57.00% 1533000 1.13 0.00
Radian Group Inc note 0.18 1093000 1.51 0.00
Tesla Mtrs Inc note 1.500% 6/0 0.18 812000 2.02 0.00
TLT iShares Barclays 20+ Yr Treas.Bond 0.17 NEW 12842 123.42 126.45
Echo Global Logistics Inc note 2.500% 5/0 0.17 +600.00% 1750000 0.89 0.00
XLU Utilities SPDR 0.16 33932 43.32 43.18
Microchip Technology Inc sdcv 2.125%12/1 0.15 -39.00% 791000 1.76 0.00
Nextera Energy, Inc. pfd cv 0.15 NEW 25675 53.75 0.00
GOOG Google 0.14 2031 637.12 554.33
JPM JPMorgan Chase & Co. 0.13 20197 60.95 60.16
Danaher Corp Del debt 0.13 -13.00% 500000 2.46 0.00
Regeneron Pharmaceuticals, In conv 0.13 -6.00% 215000 5.56 0.00
Alcoa Inc cnv pfd 0.13 36730 33.76 0.00
Proshares Invt Grade Etf etf/closed end 0.13 NEW 16298 73.38 0.00
IYR iShares Dow Jones US Real Estate 0.11 14471 70.97 76.66
Citi 0.11 20187 49.59 0.00
Janus Capital conv 0.11 -18.00% 793000 1.33 0.00
MSFT Microsoft Corporation 0.10 -19.00% 20083 44.37 42.00
GDX Market Vectors Gold Miners ETF 0.10 NEW 69950 13.72 17.31
Laboratory Corp Amer Hldgs debt 0.10 667000 1.45 0.00
ALR-B Alere 0.10 +200.00% 3000 321.00 0.00
XOM Exxon Mobil Corporation 0.09 10791 74.41 84.57
BAC Bank of America Corporation 0.08 45263 15.58 15.95
JNJ Johnson & Johnson 0.08 -7.00% 8056 93.22 98.55
PFE Pfizer 0.08 24446 31.29 33.78
XRT SPDR S&P; Retail 0.08 +100.00% 17168 44.44 97.65
Arcc 4 7/8 03/15/17 0.08 -78.00% 763000 1.03 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.08 790000 0.99 0.00
BRK.B Berkshire Hathaway 0.07 +49.00% 4616 130.85 0.00
GE General Electric Company 0.07 26240 25.19 25.35
WFC Wells Fargo & Company 0.07 13384 51.33 53.90
PFF iShares S&P; US Pref Stock Idx Fnd 0.07 +3.00% 18029 38.55 39.78
L Loews Corporation 0.06 16540 36.15 39.42
KO Coca-Cola Company 0.06 13105 40.21 40.22
HD Home Depot 0.06 4597 115.73 113.11
T AT&T; 0.06 16539 32.47 32.70
Ramco-gershenson Pptys Tr perp pfd-d cv 0.06 10000 55.60 0.00
Facebook Inc cl a 0.06 5695 90.25 0.00
Standard Pacific Corp cnv 0.06 +25.00% 488000 1.16 0.00
Biomarin Pharmaceutical Inc note 0.750%10/1 0.06 433000 1.30 0.00
DIS Walt Disney Company 0.05 4404 101.95 103.60
CVX Chevron Corporation 0.05 5505 78.66 102.86
PEP Pepsi 0.05 4461 94.37 93.96
PG Procter & Gamble Company 0.05 6702 71.92 81.31
UNH UnitedHealth 0.05 4303 115.73 113.33
AMZN Amazon 0.05 925 514.59 372.62
SHV iShares Lehman Short Treasury Bond 0.05 NEW 3840 110.16 110.26
Cien 4 12/15/20 0.05 351000 1.31 0.00
First Trust Iv Enhanced Short 0.05 NEW 7576 59.93 0.00
FDX FedEx Corporation 0.04 2302 143.35 170.82
CSCO Cisco Systems 0.04 14418 26.43 28.51
INTC Intel Corporation 0.04 12072 30.24 32.76
VZ Verizon Communications 0.04 8664 43.63 48.01
MCK McKesson Corporation 0.04 1964 186.35 221.98
MO Altria 0.04 7468 54.37 52.47
AMGN Amgen 0.04 2584 138.54 153.92
MRK Merck & Co 0.04 6976 49.46 56.20
GILD Gilead Sciences 0.04 3875 98.32 99.53
LOW Lowe's Companies 0.04 5262 69.37 73.15
V Visa 0.04 5006 69.72 266.74
ORCL Oracle Corporation 0.04 11594 36.05 41.62
IWM iShares Russell 2000 Index 0.04 3207 109.45 119.90
MET MetLife 0.04 7280 46.98 50.75
CELG Celgene Corporation 0.04 -24.00% 3501 107.97 118.26
Ares Capital Corp 5.125 2016 conv 0.04 346000 1.01 0.00
Sunpower Corp dbcv 0.750% 6/0 0.04 +14.00% 375000 1.06 0.00
Allergan 0.04 1482 271.93 0.00
CMCSA Comcast Corporation 0.03 4828 56.96 58.60
MA MasterCard Incorporated 0.03 3445 89.70 87.52
Suntrust Banks Inc $1.00 Par Cmn 0.03 8218 38.33 0.00
COST Costco Wholesale Corporation 0.03 NEW 1657 143.63 148.30
WMT Wal-Mart Stores 0.03 4271 64.86 81.06
ABT Abbott Laboratories 0.03 6893 40.33 46.40
UNP Union Pacific Corporation 0.03 3598 88.38 114.86
IP International Paper Company 0.03 7433 37.80 54.31
RTN Raytheon Company 0.03 2536 110.02 106.21
CVS CVS Caremark Corporation 0.03 3015 97.18 101.90
KR Kroger 0.03 +100.00% 6742 35.89 74.09
AET Aetna 0.03 NEW 2128 110.90 100.76
COF Capital One Financial 0.03 3529 72.83 77.96
HPQ Hewlett-Packard Company 0.03 9341 25.59 32.62
NKE NIKE 0.03 1956 122.70 96.37
OXY Occidental Petroleum Corporation 0.03 4074 66.27 74.23
SLB Schlumberger 0.03 3927 69.01 81.67
EMC EMC Corporation 0.03 12505 24.23 26.24
TJX TJX Companies 0.03 3647 70.74 67.66
EOG EOG Resources 0.03 3584 72.82 86.44
GD General Dynamics Corporation 0.03 2150 138.14 133.60
DAL Delta Air Lines 0.03 6793 45.05 44.19
Alza Corp sdcv 7/2 0.03 250000 1.29 0.00
Invesco Ltd shs 0.03 8092 31.27 0.00
GM General Motors Company 0.03 9026 30.02 37.89
Twenty-first Century Fox 0.03 10306 26.97 0.00
Intercontinentalexchange 0.03 1137 235.71 0.00
American Airls 0.03 8222 38.80 0.00
Micron Technology Inc note 1.625% 2/1 0.03 201000 1.47 0.00
Medtronic 0.03 4178 67.02 0.00
Proofpoint Inc note 1.250%12/1 0.03 200000 1.62 0.00
Sunedison Inc note 2.000%10/0 0.03 -80.00% 332000 0.76 0.00
MCD McDonald's Corporation 0.02 NEW 2262 98.59 96.21
MMM 3M Company 0.02 1619 142.06 162.72
BA Boeing Company 0.02 1592 132.54 152.38
TMO Thermo Fisher Scientific 0.02 1856 121.77 127.98
APC Anadarko Petroleum Corporation 0.02 3820 60.21 79.89
GIS General Mills 0.02 NEW 3585 55.79 51.55
HON Honeywell International 0.02 NEW 2275 94.07 100.92
UTX United Technologies Corporation 0.02 2260 89.82 118.52
XRX Xerox Corporation 0.02 14465 9.82 12.92
BIIB Biogen Idec 0.02 783 291.19 415.20
ONNN ON Semiconductor 0.02 15810 9.42 12.68
CRM salesforce 0.02 3315 69.08 64.26
KEY Key 0.02 15460 12.87 14.07
XLP Consumer Staples Select Sect. SPDR 0.02 NEW 4867 47.46 48.00
XHB SPDR S&P; Homebuilders 0.02 6640 34.04 35.32
SWFT Swift Transportation Company 0.02 10331 15.20 27.91
Marathon Petroleum 0.02 4540 46.26 0.00
Hologic Inc cnv 0.02 -88.00% 106000 1.35 0.00
Mondelez Int 0.02 5420 41.88 0.00
Epr Properties Pfd C 5.75% 0.02 10500 22.00 0.00
Abbvie 0.02 4084 54.36 0.00
Prospect Capital Corporati mtnf 5.375% 0.02 170000 1.00 0.00
Wright Medical Group Inc note 2 000 8/1 0.02 175000 1.04 0.00
Dbx Trackers db xtr msci eur 0.02 8808 24.86 0.00
Jefferies Group Inc New dbcv 3.875%11/0 0.01 50000 1.02 0.00
Solarcity Corp note 2.750%11/0 0.01 NEW 75000 0.91 0.00
Illumina Inc Note 0.250% cb 0.01 -96.00% 32000 2.06 0.00
Ares Capital Corp conv 0.01 100000 1.03 0.00